I agree with Peter, the fact that they have frequent references to the past makes playing them in sequence desirable, but of course not necessary.
Another reason to keep them in sequence is the fact that they keep improving in one way or another. Also, the first, Secrets Can Kill, is far and away the longest ND game. It's jammed full of clues everywhere you look, a style that was probably deemed too expensive and too much work, and never used again.
If you play the late games first, and the early games afterward, you might find your self getting impatient or dissatisfied with the early ones. The early games were notorious for dead-ends. It's possible to do things in a sequence different from the designers' plans, and reach a point where you can't return to a situation needed to trigger the next action.
Save, save, save, and keep notes is the only way out of that trap. There are only eight slots, and clever players quit and move their saves to another folder, in order to have eight fresh slots.
Be sure to call Bess on the phone. She gives out useful information and hints.
I'm babbling on, aren't I?
Enjoy ND whatever sequence you take.
That will be ten Dramoi.